Prompting user for credentials rather than using Windows Authentication

Hi guys,We now have a user setup in the database that we need to access. For the credentials if I select to use windows authentication then use input parameters for the server address and database name then it all logs in fine. However if in the credentials area I select 'prompt user' and enter my windows credentials, then enter the server address and database name it does not allow me access. So is windows authentication doing something i'm not aware of?ThanksDean